Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients

DOI10.1080/07362994.2016.1198706zbMath1350.60050OpenAlexW2512195378MaRDI QIDQ2830711

Li-Bo Li, Arturo Kohatsu-Higa

Publication date: 28 October 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2016.1198706

zbMATH Keywords

jumpsstochastic differential equationsLévy processstochastic representationparametrix method

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)

Related Items (5)

Fundamental solution for super-critical non-symmetric Lévy-type operators ⋮ A simple method for the existence of a density for stochastic evolutions with rough coefficients ⋮ Heat kernels of non-symmetric Lévy-type operators ⋮ Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps ⋮ Heat kernel of anisotropic nonlocal operators

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